+37.0%
ILMN vs RMBS
+55.1%
-18.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | +1.9% | +3.0% | -1.1% | +1.4% |
| 30D | +12.3% | -14.4% | +26.7% | +14.7% |
| 3M | +33.5% | -42.8% | +76.4% | +43.8% |
| 6M | +69.4% | -1.4% | +70.8% | +61.9% |
| YTD | +60.9% | -5.4% | +66.4% | +52.8% |
| 1Y | +115.0% | +18.6% | +96.4% | +90.6% |
| 3Y | +37.0% | +57.3% | -20.3% | +5.8% |
| All | +37.0% | +55.1% | -18.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling